Dr Shifan Yu

Honorary Researcher

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Shifan Yu is a Postdoctoral Researcher at the Oxford-Man Institute (OMI) of Quantitative Finance, University of Oxford. He is also an Honororay Researcher at the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy, ¶¶ÒõAPPµ¼º½ Management School. He received his PhD in Finance from ¶¶ÒõAPPµ¼º½ in 2024. His research interests are in financial econometrics, with a specific focus on high-frequency financial data and their implications for enhanced statistical inference for asset price dynamics and market microstructure.


  • 01/10/2019 → 30/09/2023
    Research


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in workshop, seminar, course


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Visiting an external academic institution


Participation in workshop, seminar, course


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in conference - Academic


Participation in workshop, seminar, course


Participation in workshop, seminar, course


Participation in conference - Academic


Participation in conference - Academic

  • Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy